MathProbabilityDistribution

Library "MathProbabilityDistribution"
Probability Distribution Functions.

name(idx) Indexed names helper function.
Parameters:
idx: int, position in the range (0, 6).
Returns: string, distribution name.
usage:
.name(1)
Notes:
(0) => 'StdNormal'
(1) => 'Normal'
(2) => 'Skew Normal'
(3) => 'Student T'
(4) => 'Skew Student T'
(5) => 'GED'
(6) => 'Skew GED'

zscore(position, mean, deviation) Z-score helper function for x calculation.
Parameters:
position: float, position.
mean: float, mean.
deviation: float, standard deviation.
Returns: float, z-score.
usage:
.zscore(1.5, 2.0, 1.0)

std_normal(position) Standard Normal Distribution.
Parameters:
position: float, position.
Returns: float, probability density.
usage:
.std_normal(0.6)

normal(position, mean, scale) Normal Distribution.
Parameters:
position: float, position in the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.normal(0.6)

skew_normal(position, skew, mean, scale) Skew Normal Distribution.
Parameters:
position: float, position in the distribution.
skew: float, skewness of the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.skew_normal(0.8, -2.0)

ged(position, shape, mean, scale) Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.ged(0.8, -2.0)

skew_ged(position, shape, skew, mean, scale) Skew Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_ged(0.8, 2.0, 1.0)

student_t(position, shape, mean, scale) Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.student_t(0.8, 2.0, 1.0)

skew_student_t(position, shape, skew, mean, scale) Skew Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_student_t(0.8, 2.0, 1.0)

select(distribution, position, mean, scale, shape, skew, log) Conditional Distribution.
Parameters:
distribution: string, distribution name.
position: float, position.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
shape: float, shape.
skew: float, skew.
log: bool, if true apply log() to the result.
Returns: float, probability.
usage:
.select('StdNormal', __CYCLE4F__, log=true)

RicardoSantos

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.

RicardoSantos